NEP-FIN-2001-07-23

Report NEP-FIN-2001-07-23

This is the archive for NEP-FIN, a report on new working papers in the area of Finance. issued this report. It is usually issued weekly.

The following items were anounced in this report:

Sohnke M. Bartram & Gunter Dufey, 2001. "International Portfolio Investment: Theory, Evidence, and Institutional Framework," Finance 0107001, EconWPA. [Downloadable!]
Item repec:fmg:fmgdps:dp0382 is not listed on IDEAS anymore
Susan E. K. Christoffersen, 2000. "The Interdependence between Mutual Fund Managers and Investors in Setting Fees," Center for Financial Institutions Working Papers 00-43, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
Marida Bertocchi & Rosella Giacometti & Stavros A. Zenios, 2000. "Risk Factor Analysis and Portfolio Immunization in the Corporate Bond Market," Center for Financial Institutions Working Papers 00-40, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
Item repec:fmg:fmgdps:dp0387 is not listed on IDEAS anymore
Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2001. "Modeling and Forecasting Realized Volatility," Center for Financial Institutions Working Papers 01-01, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Heiko Ebens, 2000. "The Distribution of Stock Return Volatility," Center for Financial Institutions Working Papers 00-27, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]

This page was last updated on 2009-12-6.